arrayfire / arrayfire/arrayfire-python

Slow SVD

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Description

I found AF's SVD implementation is quite slow comparing to DGEMM with Radeon HD 7950/FGLRX driver on Debian Jessie:

```
In [47]: from pylab import randn, svd

In [48]: x_0 = randn(1000, 1000)

In [49]: %time y_0 = svd(x_0)
CPU times: user 1.24 s, sys: 1.01 s, total: 2.24 s
Wall time: 287 ms

In [50]: x_1 = af.Array(x_0.ctypes.data, x_0.shape, 'd')

In [51]: %time y_1 = af.svd(x_1)
CPU times: user 3.64 s, sys: 3.97 s, total: 7.62 s
Wall time: 3.25 s
```
AF's SVD takes more than 9 times of Numpy's SVD to solve the same matrix, However, the in DGEMM, AF is faster (but not much) than Numpy:

```
In [75]: from pylab import dot

In [76]: %time z_0 = dot(x_0.transpose(), x_0)
CPU times: user 52 ms, sys: 20 ms, total: 72 ms
Wall time: 10.6 ms

In [77]: %time z_1 = af.matmul(x_1.T, x_1)
CPU times: user 0 ns, sys: 0 ns, total: 0 ns
Wall time: 8.38 ms
```

I am wondering if there are anything I should tune/adjust before proceeding.

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